Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47386.73 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45991.76 Kr¶

PnL: ---------------------------------------> -896.81 Kr¶

DD now: ---------------------------------> -2.556 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 15:21:12.884781'

Anic Portfolio¶

Today¶

Return: -1.178 %¶

This Week¶

Return: -1.098 %¶

Total¶

Return: 55.132 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.380000 2779.000000 143.000000 5.420000 2636.000010
Beijer Electronics Group 26 -0.840000 3068.000000 97.000000 3.260000 2971.000006
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 0.130000 391.400000 36.400000 10.250000 355.000000
SAAB B 8 0.070000 3409.600000 32.600000 0.970000 3377.000000
Corem Property Group B 59 -2.370000 607.700000 30.700000 5.320000 576.999999
AcadeMedia 12 -3.680000 584.880000 27.880000 5.010000 557.000004
Resurs Holding 22 -1.440000 600.600000 26.600000 4.630000 573.999998
MedCap 2 -2.190000 446.000000 25.000000 5.940000 421.000000
HMS Networks 2 -2.870000 690.400000 17.400000 2.590000 673.000000
Swedbank A 3 -0.460000 578.400000 14.400000 2.550000 564.000000
Securitas B 6 -0.940000 583.080000 13.080000 2.290000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
Nordea Bank Abp 29 0.150000 3459.700000 5.700000 0.170000 3453.999992
Boozt 12 -2.190000 1659.600000 5.600000 0.340000 1653.999996
OEM International B 7 -1.170000 532.700000 4.700000 0.890000 527.999997
Coor Service Management Hold. 8 -1.110000 536.000000 4.000000 0.750000 532.000000
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.860000 248.160000 2.160000 0.880000 246.000000
Intrum 4 -3.010000 529.000000 2.000000 0.380000 527.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 -1.320000 540.500000 -5.500000 -1.010000 546.000000
Essity B 2 -1.070000 554.600000 -19.400000 -3.380000 574.000000
CTEK 13 -1.460000 509.860000 -24.140000 -4.520000 533.999999
Midsona B 63 -2.630000 558.810000 -24.190000 -4.150000 582.999984
Essity A 4 -1.420000 1114.000000 -35.000000 -3.050000 1149.000000
International Petroleum Corp. 5 -1.970000 547.000000 -47.570000 -8.000000 594.565215
Vivesto 1368 0.750000 551.300000 -61.700000 -10.070000 612.999432
Sampo Oyj SDB 7 -1.100000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
Axfood 13 -0.250000 3573.700000 -182.300000 -4.850000 3756.000001
OX2 18 -3.230000 1401.300000 -262.700000 -15.790000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 45991.760000 -896.810000 -2.55637% 46888.564618

Updated:¶

'2023-01-25 15:21:25.551078'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶